LICI
Life Insura Corp Of India
Historical option data for LICI
12 Dec 2024 10:14 AM IST
LICI 26DEC2024 1050 CE | ||||||||||
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Delta: 0.05
Vega: 0.19
Theta: -0.23
Gamma: 0.00
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
12 Dec | 938.15 | 1.2 | 0.00 | 32.67 | 58 | 10 | 572 | |||
11 Dec | 938.80 | 1.2 | -1.20 | 31.79 | 688 | -26 | 560 | |||
10 Dec | 948.20 | 2.4 | -5.35 | 33.05 | 1,420 | -68 | 592 | |||
9 Dec | 986.35 | 7.75 | 1.25 | 31.95 | 2,382 | 261 | 657 | |||
6 Dec | 983.25 | 6.5 | 0.60 | 28.21 | 584 | 28 | 393 | |||
5 Dec | 976.90 | 5.9 | 0.30 | 28.48 | 745 | 38 | 362 | |||
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4 Dec | 971.35 | 5.6 | -0.80 | 28.03 | 382 | 129 | 324 | |||
3 Dec | 969.75 | 6.4 | -3.50 | 30.08 | 461 | 72 | 199 | |||
2 Dec | 983.80 | 9.9 | -1.35 | 30.41 | 288 | 94 | 127 | |||
29 Nov | 985.50 | 11.25 | 29.21 | 67 | 33 | 33 |
For Life Insura Corp Of India - strike price 1050 expiring on 26DEC2024
Delta for 1050 CE is 0.05
Historical price for 1050 CE is as follows
On 12 Dec LICI was trading at 938.15. The strike last trading price was 1.2, which was 0.00 lower than the previous day. The implied volatity was 32.67, the open interest changed by 10 which increased total open position to 572
On 11 Dec LICI was trading at 938.80. The strike last trading price was 1.2, which was -1.20 lower than the previous day. The implied volatity was 31.79, the open interest changed by -26 which decreased total open position to 560
On 10 Dec LICI was trading at 948.20. The strike last trading price was 2.4, which was -5.35 lower than the previous day. The implied volatity was 33.05, the open interest changed by -68 which decreased total open position to 592
On 9 Dec LICI was trading at 986.35. The strike last trading price was 7.75, which was 1.25 higher than the previous day. The implied volatity was 31.95, the open interest changed by 261 which increased total open position to 657
On 6 Dec LICI was trading at 983.25. The strike last trading price was 6.5, which was 0.60 higher than the previous day. The implied volatity was 28.21, the open interest changed by 28 which increased total open position to 393
On 5 Dec LICI was trading at 976.90. The strike last trading price was 5.9, which was 0.30 higher than the previous day. The implied volatity was 28.48, the open interest changed by 38 which increased total open position to 362
On 4 Dec LICI was trading at 971.35. The strike last trading price was 5.6, which was -0.80 lower than the previous day. The implied volatity was 28.03, the open interest changed by 129 which increased total open position to 324
On 3 Dec LICI was trading at 969.75. The strike last trading price was 6.4, which was -3.50 lower than the previous day. The implied volatity was 30.08, the open interest changed by 72 which increased total open position to 199
On 2 Dec LICI was trading at 983.80. The strike last trading price was 9.9, which was -1.35 lower than the previous day. The implied volatity was 30.41, the open interest changed by 94 which increased total open position to 127
On 29 Nov LICI was trading at 985.50. The strike last trading price was 11.25, which was lower than the previous day. The implied volatity was 29.21, the open interest changed by 33 which increased total open position to 33
LICI 26DEC2024 1050 PE | |||||||
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Delta: -
Vega: -
Theta: -
Gamma: -
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Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
12 Dec | 938.15 | 115.5 | 0.00 | - | 0 | 0 | 0 |
11 Dec | 938.80 | 115.5 | 0.00 | - | 0 | 0 | 0 |
10 Dec | 948.20 | 115.5 | 0.00 | - | 0 | 0 | 0 |
9 Dec | 986.35 | 115.5 | 0.00 | - | 0 | 0 | 0 |
6 Dec | 983.25 | 115.5 | 0.00 | - | 0 | 0 | 0 |
5 Dec | 976.90 | 115.5 | 0.00 | - | 0 | 0 | 0 |
4 Dec | 971.35 | 115.5 | 0.00 | - | 0 | 0 | 0 |
3 Dec | 969.75 | 115.5 | 0.00 | - | 0 | 0 | 0 |
2 Dec | 983.80 | 115.5 | 115.50 | - | 0 | 0 | 0 |
29 Nov | 985.50 | 0 | - | 0 | 0 | 0 |
For Life Insura Corp Of India - strike price 1050 expiring on 26DEC2024
Delta for 1050 PE is -
Historical price for 1050 PE is as follows
On 12 Dec LICI was trading at 938.15. The strike last trading price was 115.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 11 Dec LICI was trading at 938.80. The strike last trading price was 115.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Dec LICI was trading at 948.20. The strike last trading price was 115.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Dec LICI was trading at 986.35. The strike last trading price was 115.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Dec LICI was trading at 983.25. The strike last trading price was 115.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Dec LICI was trading at 976.90. The strike last trading price was 115.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Dec LICI was trading at 971.35. The strike last trading price was 115.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Dec LICI was trading at 969.75. The strike last trading price was 115.5, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Dec LICI was trading at 983.80. The strike last trading price was 115.5, which was 115.50 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Nov LICI was trading at 985.50. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0